+6.3%
PCAR vs GSK
+11.3%
-4.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | -4.6% | +7.0% | -11.6% | -6.3% |
| 3M | -22.6% | -2.7% | -19.9% | -22.1% |
| 6M | -12.0% | +1.4% | -13.4% | -12.8% |
| YTD | -6.1% | +5.3% | -11.4% | -9.6% |
| 1Y | +6.3% | +10.6% | -4.3% | -0.9% |
| All | +6.3% | +11.3% | -4.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling